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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
202
International journal of theoretical and applied finance
148
Journal of banking & finance
100
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Review of derivatives research
85
Quantitative finance
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Finance research letters
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The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
51
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47
International Journal of Theoretical and Applied Finance (IJTAF)
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European journal of operational research : EJOR
45
International journal of financial engineering
45
Journal of financial economics
44
Physica A: Statistical Mechanics and its Applications
44
Journal of mathematical finance
40
Risks : open access journal
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International review of economics & finance : IREF
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Journal of financial markets
37
Research paper series / Swiss Finance Institute
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Applied Mathematical Finance
35
Economics Papers from University Paris Dauphine
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Finance
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MPRA Paper
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Journal of financial and quantitative analysis : JFQA
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Review of Derivatives Research
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Review of quantitative finance and accounting
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Management Science
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
On the exercise of American quanto options
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538939
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2
The effect of market sentiment and information asymmetry on option pricing
Zghal, Imen
;
Ben Hamad, Salah
;
Eleuch, Hichem
;
Nobanee, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012664661
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3
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
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4
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
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5
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
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6
Comparative empirical study of binomial call-option pricing methods using S&P 500 index data
Shvimer, Yossi
;
Herbon, Avi
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659592
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7
Stochastic interest rates under rational inattention
Zhang, Yuhua
;
Niu, Yingjie
;
Wu, Ting
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012664614
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8
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
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9
Dupire's formulas in the Piterbarg option pricing model
Labuschagne, Coenraad C. A.
;
Boetticher, Sven T. von
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011673354
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10
European quanto option pricing in presence of liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 230-244
Persistent link: https://www.econbiz.de/10012117776
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